+50.3%
XOP vs GD
+165.4%
-115.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.5% |
| 7D | +5.2% | +1.9% | +3.3% | +3.6% |
| 30D | -8.4% | +9.2% | -17.6% | -14.5% |
| 3M | +2.9% | -7.5% | +10.4% | +8.8% |
| 6M | +8.8% | +5.8% | +3.1% | +2.3% |
| YTD | +46.9% | +9.8% | +37.1% | +32.1% |
| 1Y | +41.5% | +5.8% | +35.7% | +31.1% |
| 3Y | +43.1% | +58.0% | -14.9% | -9.0% |
| 5Y | +92.2% | +100.4% | -8.2% | -2.3% |
| All | +50.3% | +165.4% | -115.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling